-84.3%
TE vs ROK
+30.4%
-114.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.7% |
| 7D | -19.1% | +7.1% | -26.1% | -24.2% |
| 30D | -34.1% | -5.0% | -29.2% | -30.8% |
| 3M | -60.1% | -9.4% | -50.7% | -56.1% |
| 6M | -66.0% | -11.0% | -55.0% | -61.7% |
| YTD | -71.4% | +4.4% | -75.8% | -72.4% |
| 1Y | -45.3% | +7.4% | -52.7% | -48.4% |
| 3Y | +9.1% | +61.0% | -51.8% | -27.4% |
| All | -84.3% | +30.4% | -114.7% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling